Applications of Unscented and Quadrature Consider Filters using a Modified Joseph Formulation

Abstract

Consider filters provide an approach for accounting for the effects of uncertain parameters within the measurement function when performing state updates. The consider parameters are the set of parameters which yield statistically important effects in updating the state of a system, but for which improved estimates are not required, e.g. a sensor bias. This paper develops a general covariance update equation via a Joseph formulation that is valid when considering nonlinear measurements and studies the properties of the developed method. Simulation studies for both linear and nonlinear measurements are considered and compared for both unscented and quadrature formulations of the filtering step. © 2013 2013 California Institute of Technology.

Department(s)

Mechanical and Aerospace Engineering

International Standard Serial Number (ISSN)

0065-3438

Document Type

Article - Conference proceedings

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 Univelt, Inc., All rights reserved.

Publication Date

01 Jan 2013

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